𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Stable computation of Gaussian interpolants—a heuristic approach

✍ Scribed by Marike Girod; Lothar Harzheim

Book ID
105843479
Publisher
Springer-Verlag
Year
2010
Tongue
English
Weight
358 KB
Volume
42
Category
Article
ISSN
1615-1488

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The stable non-Gaussian asset allocation
The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach
✍ Yesim Tokat; Svetlozar T. Rachev; Eduardo S. Schwartz 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 268 KB

This paper analyzes the asset allocation problem of an investor who can invest in equity and cash when there is time variation in expected returns on the equity. The solution methodology is multistage stochastic asset allocation problem with decision rules. The uncertainty is modeled using economic